Cash Equivalent - U.S. Total Money Market (T-Bills <1yr. maturity)
## TBill_1Month_ret
## Annualized Return 0.0044
## Annualized Std Dev 0.0021
## Annualized Sharpe (Rf=0%) 2.1230
U.S. Fixed Income - iShares Core U.S. Aggregate Bond ETF
## [1] "AGG"
## AggBonds_ret
## Annualized Return 0.0339
## Annualized Std Dev 0.0299
## Annualized Sharpe (Rf=0%) 1.1335
U.S. Short Term Bond Market iShares 1-3 Year Treasury Bond ETF
## [1] "SHY"
## short_bond_ret
## Annualized Return 0.0091
## Annualized Std Dev 0.0085
## Annualized Sharpe (Rf=0%) 1.0756
U.S. Long Term Bond Market (Barclays U.S. Long Term Treasuries Index, Vanguard VUSTX Mutual Fund, U.S. Treasury Bonds with more than ten years maturity)
## [1] "VUSTX"
## long_bond_ret
## Annualized Return 0.0558
## Annualized Std Dev 0.1094
## Annualized Sharpe (Rf=0%) 0.5102
International Total Bond Market (Barclays Global Aggregate Bond Market, Invesco AUBAX Mutual Fund, International Investment Grade Bond Market)
## [1] "AUBAX"
## int_bonds_ret
## Annualized Return 0.0241
## Annualized Std Dev 0.0706
## Annualized Sharpe (Rf=0%) 0.3420
U.S. Cash, Cash Equivalents and Fixed Income or Bond Markets Returns Comparison
## TBill_1Month_ret short_bond_ret AggBonds_ret
## Annualized Return 0.0044 0.0091 0.0339
## Annualized Std Dev 0.0021 0.0085 0.0299
## Annualized Sharpe (Rf=0%) 2.1230 1.0756 1.1335
## long_bond_ret
## Annualized Return 0.0558
## Annualized Std Dev 0.1094
## Annualized Sharpe (Rf=0%) 0.5102
U.S. and International Total Bond Markets Returns Comparison
## AggBonds_ret int_bonds_ret
## Annualized Return 0.0339 0.0241
## Annualized Std Dev 0.0299 0.0706
## Annualized Sharpe (Rf=0%) 1.1335 0.3420
U.S. Total Stock Market (Russell 3000 Index, Vanguard VTSMX Mutual Fund)
## [1] "VTSMX"
## us_tot_stock_ret
## Annualized Return 0.1439
## Annualized Std Dev 0.1278
## Annualized Sharpe (Rf=0%) 1.1261
U.S. Large Cap Stock Market (S&P 500 Index, Vanguard VFINX Mutual Fund)
## [1] "VFINX"
## large_cap_ret
## Annualized Return 0.1433
## Annualized Std Dev 0.1234
## Annualized Sharpe (Rf=0%) 1.1613
U.S. Small Cap Stock Market (Russell 2000 Index, Vanguard NAESX Mutual Fund)
## [1] "NAESX"
## small_cap_ret
## Annualized Return 0.1462
## Annualized Std Dev 0.1615
## Annualized Sharpe (Rf=0%) 0.9051
U.S. Small Cap Growth Stock Market (Russell 2000 Growth Index, Vanguard VISGX Mutual Fund)
## [1] "VISGX"
## small_cap_growth_ret
## Annualized Return 0.1523
## Annualized Std Dev 0.1675
## Annualized Sharpe (Rf=0%) 0.9091
U.S. Small Cap Value Stock Market (Russell 2000 Growth Index, Vanguard VISVX Mutual Fund)
## [1] "VISVX"
## small_cap_value_ret
## Annualized Return 0.1393
## Annualized Std Dev 0.1592
## Annualized Sharpe (Rf=0%) 0.8750
International Total Stock Market (MSCI International Index, Vanguard VGTSX Mutual Fund)
## [1] "VGTSX"
## int_tot_stock_ret
## Annualized Return 0.0629
## Annualized Std Dev 0.1476
## Annualized Sharpe (Rf=0%) 0.4264
International Developed Stock Market (MSCI International Developed Index, Vanguard VTMGX Mutual Fund)
## [1] "VTMGX"
## int_developed_stock_ret
## Annualized Return 0.0678
## Annualized Std Dev 0.1474
## Annualized Sharpe (Rf=0%) 0.4598
International Emerging Stock Market (MSCI International Emerging Index, Vanguard VEIEX Mutual Fund)
## [1] "VEIEX"
## int_emerging_stock_ret
## Annualized Return 0.0521
## Annualized Std Dev 0.1744
## Annualized Sharpe (Rf=0%) 0.2987
U.S. and International Total Stock Markets Returns Comparison
## us_tot_stock_ret int_tot_stock_ret
## Annualized Return 0.1439 0.0629
## Annualized Std Dev 0.1278 0.1476
## Annualized Sharpe (Rf=0%) 1.1261 0.4264
U.S. Market Cap Stock Markets Returns Comparison
## large_cap_ret us_tot_stock_ret small_cap_ret
## Annualized Return 0.1433 0.1439 0.1462
## Annualized Std Dev 0.1234 0.1278 0.1615
## Annualized Sharpe (Rf=0%) 1.1613 1.1261 0.9051
U.S. Investment Style Stock Markets Returns Comparison
## small_cap_ret small_cap_value_ret
## Annualized Return 0.1462 0.1393
## Annualized Std Dev 0.1615 0.1592
## Annualized Sharpe (Rf=0%) 0.9051 0.8750
## small_cap_growth_ret
## Annualized Return 0.1523
## Annualized Std Dev 0.1675
## Annualized Sharpe (Rf=0%) 0.9091
International Stock Markets Returns Comparison
## int_developed_stock_ret int_tot_stock_ret
## Annualized Return 0.0678 0.0629
## Annualized Std Dev 0.1474 0.1476
## Annualized Sharpe (Rf=0%) 0.4598 0.4264
## int_emerging_stock_ret
## Annualized Return 0.0521
## Annualized Std Dev 0.1744
## Annualized Sharpe (Rf=0%) 0.2987